Are you sure it is the piercings that are causing the pain and not just the clamps? Because clamps do hurt a lot and often not in a good way if that is the sort of pain you do not like...

There are adjustable clamps (as discussed above) but you may also want to try something with less of a bite such as clothespegs. They have a broader base (so less pressure) and a weaker spring than the average clamp and so hurt a hell of a lot less.